A conditional Berry-Esseen inequality
Résumé
As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)